I have looked into all the MQTT AT commands but I couldn’t figure out how one would send an MQTT message with retain flag set to true.
Hello
It is not supported in current release. It will be added in next official release.
Thanks Xi_liu; any idea when the next release is scheduled for? 
The current target is mid-december, to have this maintenance release partially certified (PTCRB, GCF). The main MNO certifications will be done between mid-december and mid-January.
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@Greg any updates? 
// eagerly waiting
Dear David,
The current schedule is to have that updated SW release fully certified. in Q1. Official certification activity will start early January and it will take some time to complete PTCRB/GCF and major MNO certification updates.